# How to choose the martingale measure in incomplete markets

Hey I know that when market is incomplete, then we have to choose an equivalent martingale measure (I heard about Escher Transform martingale measure, Mean correcting martingale measure, minimal entropy martingale measure). But in Bjork "Arbitrage Theory in Continuous Time" is written:

When dealing with derivative pricing in an incomplete market we thus have to fix a specific martingale measure Q, or equivalently a λ, and the question arises as to how this is to be done.

Question: Who chooses the martingale measure?